Implementing and Managing the Advanced IRB Approach 2015 is a course that covers topics such as:
- Regulatory changes to the AIRB agenda
- Modelling approaches for PD, EAD and LGD
- Credit risk data management for modelling and validation
- Stress testing and validation of the framework
- Tuition delivered by senior level bank credit risk capital experts
Implementing and Managing the Advanced IRB Approach 2015 is intended for attendees involved or interested in:
- IRB Modelling
- Risk modelling
- Quantitative credit risk analytics
- Credit risk
- Credit risk analysis
- Credit risk modelling
- Basel II modelling
- Portfolio analytics
- Risk analytics
- Basel II methodology
- Corporate Treasury
- Treasury Supervision
